+165.5%
HPQ vs FAST
+586.8%
-421.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.1% | +2.1% | -3.2% | -2.0% |
| 30D | -11.7% | +6.9% | -18.6% | -14.5% |
| 3M | +2.0% | +4.8% | -2.9% | -0.5% |
| 6M | +35.9% | +19.8% | +16.1% | +24.1% |
| YTD | +32.7% | +34.9% | -2.2% | +13.4% |
| 1Y | +14.3% | +32.8% | -18.5% | -1.5% |
| 3Y | +17.8% | +93.7% | -75.9% | -17.8% |
| 5Y | +7.6% | +105.3% | -97.8% | -28.2% |
| All | +165.5% | +586.8% | -421.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling